As far as I know, there is no such word as 'thru' in the English language. I know that it is often used in advertising circles, particularly when applied to the ubiquitous 'drive thru', but it has no place in literature.
Essentially, it's just idleness (I hope it is, otherwise it's illiteracy!), people can't be bothered to type 'through'. I know that in the American dialect much spelling has been simplified, (pedophile instead of paedophile; color instead of colour; for example) I'm not sure what that says about the intelligence of the people that feel the need to make things simpler.
The sad thing is, that I must miss out on reading many good stories, because repeated use of 'thru'; 2nd; and 'etc.', in dialogue causes me to click away in disgust, as does the repeated use of words in upper case. Emphasis should come from context and punctuation, would you shout every tenth word in a conversation? Maybe I'm just picky, but to me it reflects badly on the level of education.
Whilst I'm on a roll, it's quite common for our American friends to mangle the saying, 'I couldn't care less!'. Frequently it's used incorrectly, for example, 'I don't know where she is, and I could care less!', when it should be, 'I don't know where she is, and I couldn't care less!'. The difference in meaning is obvious if you think about it.
Sometimes I despair!